{"id":3090,"date":"2012-04-05T23:05:08","date_gmt":"2012-04-05T21:05:08","guid":{"rendered":"http:\/\/mahdi.jafari-s.net\/?p=3090"},"modified":"2016-02-19T01:27:18","modified_gmt":"2016-02-18T21:57:18","slug":"cvx-a-toolbox-to-solve-convex-optimization-problems","status":"publish","type":"post","link":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/?p=3090","title":{"rendered":"CVX: a toolbox to solve convex optimization problems"},"content":{"rendered":"

You might have heard about Stephen Boyd<\/a> who is a professor in the department of Electrical Engineering at Stanford University. He came here to EPFL about a week ago to give a talk about “Convex Optimization” problems. I had already heard that he was a great lecturer but his teaching abilities were beyond my expectations.<\/p>\n

During his talk he mentioned to one of the toolboxes which have been developed in his group to solve Convex Optimization problems. I have found this package sometime ago to solve a rate optimization problem and fount it quite convenient to use. After the talk, I thought that it would be good idea to introduce it here. The name of the package is CVX and it is written under MATLAB.<\/p>\n

As an example, in order to solve the following problem<\/p>\n

$latex \\mathrm{minimize}\\ ||Ax-b||_2$
\n$latex \\mathrm{subject\\ to}\\ l \\le x \\le u$<\/p>\n

one can simply write the following lines of code in MATLAB:<\/p>\n

10 cvx_begin
\n20 variable x(n);
\n30 minimize( norm(A*x-b) );
\n40 subject to
\n50 l <= x <= u;
\n60 cvx_end<\/p>\n

For more information and documentation you may want to refer to the CVX Research<\/a> page.<\/p>\n

P.S.: One thing I’d like about Stephen Boyd is that all of his books and softwares are available online for free.<\/p>\n","protected":false},"excerpt":{"rendered":"

You might have heard about Stephen Boyd who is a professor in the department of Electrical Engineering at Stanford University. He came here to EPFL about a week ago to give a talk about “Convex Optimization” problems. I had already heard that he was a great lecturer but his teaching abilities were beyond my expectations. […]<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4,7],"tags":[],"class_list":["post-3090","post","type-post","status-publish","format-standard","hentry","category-english","category-work","category-4-id","category-7-id","post-seq-1","post-parity-odd","meta-position-corners","fix"],"_links":{"self":[{"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/posts\/3090","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3090"}],"version-history":[{"count":13,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/posts\/3090\/revisions"}],"predecessor-version":[{"id":4860,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=\/wp\/v2\/posts\/3090\/revisions\/4860"}],"wp:attachment":[{"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3090"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3090"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.mahdi.jafari.siavoshani.ir\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3090"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}